mFilter: Miscellaneous time series filters

The package implements several time series filters useful
for smoothing and extracting trend and cyclical components of a
time series. The routines are commonly used in economics and
finance, however they should also be interest to other areas.
Currently, Christiano-Fitzgerald, Baxter-King,
Hodrick-Prescott, Butterworth, and trigonometric regression
filters are included in the package.